+3,716.0%
ALL vs APA
+502.6%
+3,213.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.5% | +23.4% | -24.9% | -5.3% |
| 3M | +23.6% | +12.7% | +10.9% | +20.4% |
| 6M | +22.3% | +39.4% | -17.1% | +14.0% |
| YTD | +26.5% | +79.0% | -52.4% | +12.1% |
| 1Y | +27.0% | +88.8% | -61.8% | +10.8% |
| 3Y | +149.6% | +6.4% | +143.2% | +133.9% |
| 5Y | +118.1% | +153.0% | -34.9% | +65.0% |
| 10Y | +369.0% | +7.5% | +361.4% | +240.9% |
| All | +3,716.0% | +502.6% | +3,213.4% | +2,112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling